+1,197.5%
LIN vs LYV
+1,445.4%
-247.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.0% | -5.3% | +1.4% | -2.8% |
| 30D | -4.9% | -7.9% | +3.0% | -3.2% |
| 3M | -9.2% | +4.5% | -13.7% | -10.2% |
| 6M | -2.6% | +2.5% | -5.1% | -3.5% |
| YTD | +10.5% | +19.3% | -8.8% | +5.6% |
| 1Y | -0.1% | -0.2% | +0.1% | -1.0% |
| 3Y | +25.4% | +110.0% | -84.7% | +3.8% |
| 5Y | +59.7% | +96.8% | -37.1% | +30.1% |
| 10Y | +369.0% | +559.9% | -190.9% | +174.6% |
| All | +1,197.5% | +1,445.4% | -247.8% | +490.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling